• 11/06/2015

    Risk Regulation and Strategy

    Post-crisis financial reforms and their impact on banking business models and strategies.

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  • 8/06/2015

    Value-At-Risk | Estimation Methodology And Best Practices (June, 2015) by Louiza CHABANE, Benoît GENEST & Arnault GOMBERT

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  • 28/05/2015

    The March of Humanity into the Information / Electronic Age is Irrerversible

    We’ve clearly made the irreversible move into the digital age. It has already transformed the way we shop, work and play, which has led to rapidly changing consumer expectations, thus upsetting all game plans. And banks, whose basic form and function as facilitators of payments has up to now been relatively unscathed by new technologies, are not immune.

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  • 28/05/2015

    Big Data: A crucial challenge for energy players

    Big Data revolution is in motion in the energy sector:

    Given recent evolutions on energy markets, remaining competitive implies to be able to process a growing flow of data. We strongly believe that the keys to success are twofold when it comes to designing a successful Big Data strategy: 

    • A structured and robust framework, 
    • a continuous upgrade of hardware and infrastructure to stick to volume of data and complexity of analyses
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  • 27/04/2015

    MiFIDII | Time to get prepared

    MiFID II, time to get prepared

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  • 28/05/2015

    Fundamental Review of the Trading Book

    The Fundamental review of the Trading Book opens a new era on regulatory perception of the embedded risks in trading positions. More importantly, it shows a strategic reversal and the willingness of regulators for a convergence between risk measurement methods (standardized approach vs advanced approach), an integrated assessment of risk types (from a silo risk assessment to a more comprehensive risk identification) and an alignment between prudential and accounting rules.

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  • 7/05/2015

    Volcker & LBF Implementation

    Comparative analysis between the Volcker Rule and French Banking Law.

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  • 3/11/2014

    Dynamic Stress Test Diffusion Model Considering The Credit Score Performance (November, 2014) by Ziad FARES & Arnault GOMBERT

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  • 8/07/2014

    Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios

    With new stringent regulatory requirements and substantial pressure to increase their ROE, banks are facing emerging challenges in the processing of Low Default Portfolios.This paper analyzes the opportunity to build a rating scale for LDPs, as well as identifies the possibilities to optimize RWA, by studying the correlation between the number of classes within a rating scale and the impact on RWA.

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  • 7/04/2014

    GRA Booklet - 2013-2014 - First Edition

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